The nonlinear evolution of long wavelength non-stationary cross-flow vortices in a compressible boundary layer is investigated and the work extends that of Gajjar (1994) to flows involving multiple critical layers. The basic flow profile considered in this paper is that appropriate for a fully three-dimensional boundary layer with O(1) Mach number and with wall heating or cooling. The governing equations for the evolution of the cross-flow vortex are obtained and some special cases are discussed. One special case includes linear theory where exact analytic expressions for the growth rate of the vortices are obtained. Another special case is a generalization of the Bassom & Gajjar (1988) results for neutral waves to compressible flows. The viscous correction to the growth rate is derived and it is shown how the unsteady nonlinear critical layer structure merges with that for a Haberman type of viscous critical layer.